{"id":"https://openalex.org/W2912032242","doi":"https://doi.org/10.1155/2019/4392785","title":"A CEEMDAN and XGBOOST\u2010Based Approach to Forecast Crude Oil Prices","display_name":"A CEEMDAN and XGBOOST\u2010Based Approach to Forecast Crude Oil Prices","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2912032242","doi":"https://doi.org/10.1155/2019/4392785","mag":"2912032242"},"language":"en","primary_location":{"id":"doi:10.1155/2019/4392785","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2019/4392785","pdf_url":"https://downloads.hindawi.com/journals/complexity/2019/4392785.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/complexity/2019/4392785.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032744255","display_name":"Yingrui Zhou","orcid":null},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"education","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yingrui Zhou","raw_affiliation_strings":["School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130"],"affiliations":[{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]},{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045521450","display_name":"Taiyong Li","orcid":"https://orcid.org/0000-0002-1546-8015"},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"education","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Taiyong Li","raw_affiliation_strings":["School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","Sichuan Province Key Laboratory of Financial Intelligence and Financial Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130","Sichuan Province Key Laboratory of Financial Intelligence and Financial Engineering, Southwestern University of Finance and Economics, Chengdu 611130"],"affiliations":[{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]},{"raw_affiliation_string":"Sichuan Province Key Laboratory of Financial Intelligence and Financial Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]},{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130","institution_ids":["https://openalex.org/I204831749"]},{"raw_affiliation_string":"Sichuan Province Key Laboratory of Financial Intelligence and Financial Engineering, Southwestern University of Finance and Economics, Chengdu 611130","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5104034063","display_name":"Jiayi Shi","orcid":null},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"education","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiayi Shi","raw_affiliation_strings":["School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130"],"affiliations":[{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]},{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130","institution_ids":["https://openalex.org/I204831749"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5016829198","display_name":"Zijie Qian","orcid":null},"institutions":[{"id":"https://openalex.org/I204831749","display_name":"Southwestern University of Finance and Economics","ror":"https://ror.org/04ewct822","country_code":"CN","type":"education","lineage":["https://openalex.org/I204831749"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zijie Qian","raw_affiliation_strings":["School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130"],"affiliations":[{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130, China","institution_ids":["https://openalex.org/I204831749"]},{"raw_affiliation_string":"School of Economic Information Engineering, Southwestern University of Finance and Economics, Chengdu 611130","institution_ids":["https://openalex.org/I204831749"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5045521450"],"corresponding_institution_ids":["https://openalex.org/I204831749"],"apc_list":{"value":2300,"currency":"USD","value_usd":2300},"apc_paid":{"value":2300,"currency":"USD","value_usd":2300},"fwci":49.364,"has_fulltext":true,"cited_by_count":134,"citation_normalized_percentile":{"value":0.99767434,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":99,"max":100},"biblio":{"volume":"2019","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9966999888420105,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9821000099182129,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.9631999731063843,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/crude-oil","display_name":"Crude oil","score":0.6449220776557922},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.47132351994514465},{"id":"https://openalex.org/keywords/environmental-science","display_name":"Environmental science","score":0.3408677577972412},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.09781324863433838},{"id":"https://openalex.org/keywords/petroleum-engineering","display_name":"Petroleum engineering","score":0.07902911305427551}],"concepts":[{"id":"https://openalex.org/C2987168347","wikidata":"https://www.wikidata.org/wiki/Q22656","display_name":"Crude oil","level":2,"score":0.6449220776557922},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.47132351994514465},{"id":"https://openalex.org/C39432304","wikidata":"https://www.wikidata.org/wiki/Q188847","display_name":"Environmental science","level":0,"score":0.3408677577972412},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.09781324863433838},{"id":"https://openalex.org/C78762247","wikidata":"https://www.wikidata.org/wiki/Q1273174","display_name":"Petroleum engineering","level":1,"score":0.07902911305427551}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1155/2019/4392785","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2019/4392785","pdf_url":"https://downloads.hindawi.com/journals/complexity/2019/4392785.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:hin:complx:4392785","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/8503/2019/4392785.xml","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:doaj.org/article:7eb2917712a64e2cbd420f20609be6d5","is_oa":true,"landing_page_url":"https://doaj.org/article/7eb2917712a64e2cbd420f20609be6d5","pdf_url":null,"source":{"id":"https://openalex.org/S112646816","display_name":"SHILAP Revista de lepidopterolog\u00eda","issn_l":"0300-5267","issn":["0300-5267","2340-4078"],"is_oa":true,"is_in_doaj":true,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Complexity, Vol 2019 (2019)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2019/4392785","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2019/4392785","pdf_url":"https://downloads.hindawi.com/journals/complexity/2019/4392785.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2075251490","display_name":null,"funder_award_id":"JBK1902029","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G2087396116","display_name":null,"funder_award_id":"China","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G2142000643","display_name":null,"funder_award_id":"170505","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G2376276132","display_name":null,"funder_award_id":"China","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G3026199886","display_name":null,"funder_award_id":"JBK170505","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G3317480652","display_name":null,"funder_award_id":"Science","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3347554953","display_name":null,"funder_award_id":"17ZB0433","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"},{"id":"https://openalex.org/G391238517","display_name":null,"funder_award_id":", and","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5994120800","display_name":null,"funder_award_id":"Natural","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5998699790","display_name":null,"funder_award_id":"17ZB0433","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7033253288","display_name":null,"funder_award_id":"Grants","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7599384154","display_name":null,"funder_award_id":"71473201","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8053122005","display_name":null,"funder_award_id":"17ZB0433","funder_id":"https://openalex.org/F4320322970","funder_display_name":"Education Department of Sichuan Province"},{"id":"https://openalex.org/G8171988109","display_name":null,"funder_award_id":"JBK170505","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8839266468","display_name":null,"funder_award_id":"71473","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8951484681","display_name":null,"funder_award_id":"Grant","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320322970","display_name":"Education Department of Sichuan Province","ror":"https://ror.org/05s1c4z27"},{"id":"https://openalex.org/F4320335787","display_name":"Fundamental Research Funds for the Central Universities","ror":null}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2912032242.pdf","grobid_xml":"https://content.openalex.org/works/W2912032242.grobid-xml"},"referenced_works_count":46,"referenced_works":["https://openalex.org/W1189233655","https://openalex.org/W1572130091","https://openalex.org/W1970293011","https://openalex.org/W1971967963","https://openalex.org/W1986478348","https://openalex.org/W2007221293","https://openalex.org/W2009465763","https://openalex.org/W2015242484","https://openalex.org/W2018404189","https://openalex.org/W2024046085","https://openalex.org/W2033852689","https://openalex.org/W2043365522","https://openalex.org/W2065981691","https://openalex.org/W2107382485","https://openalex.org/W2109615922","https://openalex.org/W2120390927","https://openalex.org/W2125056386","https://openalex.org/W2125536334","https://openalex.org/W2295064177","https://openalex.org/W2295598076","https://openalex.org/W2296364550","https://openalex.org/W2408153441","https://openalex.org/W2482102801","https://openalex.org/W2487337118","https://openalex.org/W2509779719","https://openalex.org/W2521607306","https://openalex.org/W2557437185","https://openalex.org/W2563167163","https://openalex.org/W2612082766","https://openalex.org/W2695874637","https://openalex.org/W2750703806","https://openalex.org/W2758620441","https://openalex.org/W2767124238","https://openalex.org/W2771794792","https://openalex.org/W2782749104","https://openalex.org/W2790160110","https://openalex.org/W2799286067","https://openalex.org/W2799501716","https://openalex.org/W2800808369","https://openalex.org/W2802686655","https://openalex.org/W2807785433","https://openalex.org/W2811103148","https://openalex.org/W2819539323","https://openalex.org/W2883109097","https://openalex.org/W3125065948","https://openalex.org/W4292865245"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2899084033","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W4391913857","https://openalex.org/W2358668433","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2001405890","https://openalex.org/W4396696052"],"abstract_inverted_index":{"Crude":[0],"oil":[1,27,34,52,88,103,163],"is":[2,18,116],"one":[3,112],"of":[4,9,25,32,40,101,131,148,179],"the":[5,12,23,30,96,123,127,135,140,146,149,157,170],"most":[6],"important":[7],"types":[8],"energy":[10],"for":[11,48,85],"global":[13],"economy,":[14],"and":[15,42,78,98,111,122,134],"hence":[16],"it":[17,45],"very":[19,46],"attractive":[20],"to":[21,94,118],"understand":[22],"movement":[24],"crude":[26,33,51,87,102,162],"prices.":[28,53,89,164],"However,":[29],"sequences":[31,100],"prices":[35,104],"usually":[36],"show":[37,168],"some":[38,174],"characteristics":[39],"nonstationarity":[41],"nonlinearity,":[43],"making":[44],"challenging":[47],"accurate":[49],"forecasting":[50,86,142],"To":[54,144],"cope":[55],"with":[56,74],"this":[57,60],"issue,":[58],"in":[59,177],"paper,":[61],"we":[62,91,152],"propose":[63],"a":[64],"novel":[65],"approach":[66],"that":[67,169],"integrates":[68],"complete":[69],"ensemble":[70],"empirical":[71],"mode":[72,108],"decomposition":[73],"adaptive":[75],"noise":[76],"(CEEMDAN)":[77],"extreme":[79],"gradient":[80],"boosting":[81],"(XGBOOST),":[82],"so\u2010called":[83],"CEEMDAN\u2010XGBOOST,":[84],"Firstly,":[90],"use":[92],"CEEMDAN":[93],"decompose":[95],"nonstationary":[97],"nonlinear":[99],"into":[105],"several":[106,180],"intrinsic":[107],"functions":[109],"(IMFs)":[110],"residue.":[113],"Secondly,":[114],"XGBOOST":[115],"used":[117],"predict":[119],"each":[120,132],"IMF":[121,133],"residue":[124,136],"individually.":[125],"Finally,":[126],"corresponding":[128],"prediction":[129],"results":[130,167],"are":[137],"aggregated":[138],"as":[139],"final":[141],"results.":[143],"demonstrate":[145],"performance":[147],"proposed":[150,171],"approach,":[151],"conduct":[153],"extensive":[154],"experiments":[155],"on":[156],"West":[158],"Texas":[159],"Intermediate":[160],"(WTI)":[161],"The":[165],"experimental":[166],"CEEMDAN\u2010XGBOOST":[172],"outperforms":[173],"state\u2010of\u2010the\u2010art":[175],"models":[176],"terms":[178],"evaluation":[181],"metrics.":[182]},"counts_by_year":[{"year":2026,"cited_by_count":5},{"year":2025,"cited_by_count":10},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":20},{"year":2022,"cited_by_count":22},{"year":2021,"cited_by_count":34},{"year":2020,"cited_by_count":21},{"year":2019,"cited_by_count":13}],"updated_date":"2026-04-19T08:26:33.389920","created_date":"2025-10-10T00:00:00"}
